COMMISSION IMPLEMENTING REGULATION (EU) 2021/1971

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R49_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 49 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R50_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 50 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R51_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 51 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R52_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 52 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R53_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 53 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R54_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 54 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R55_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 55 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R56_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 56 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R57_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 57 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R58_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 58 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R59_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 59 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R60_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 60 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R61_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 61 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R62_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 62 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R63_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 63 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R64_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 64 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R65_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 65 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R66_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 66 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R67_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 67 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R68_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 68 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R69_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 69 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R70_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 70 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R71_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 71 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R72_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 72 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R73_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 73 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R74_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 74 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R75_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 75 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R76_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 76 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R77_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 77 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R78_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 78 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R79_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 79 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R80_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 80 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R81_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 81 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R82_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 82 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R83_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 83 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R84_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 84 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R85_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 85 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R86_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 86 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R87_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 87 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R88_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 88 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R89_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 89 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R90_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 90 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R91_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 91 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R92_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 92 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R93_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 93 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R94_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 94 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R95_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 95 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R96_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 96 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R97_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 97 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R98_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 98 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_R99_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 99 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R01_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R02_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not

applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R03_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R04_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R05_ALL | Mortgages non SME Non-defaulted |

Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R05_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R06_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R07_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB

approach | HK | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R08_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R09_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Retail - No SME - Secured by

real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R10_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R11_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R12_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating

13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R13_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R14_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG

| Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R15_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R16_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R17_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free

deliveries | Advanced IRB approach | FI | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R18_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R19_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk

and free deliveries | Advanced IRB approach | RU | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R20_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R21_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R22_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R23_ALL | Mortgages non SME Non-defaulted |

Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R23_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R24_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R25_ALL | Mortgages non SME

Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R25_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R26_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R27_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

MORT_ALL_0094_CT_AIRB_DE_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R28_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R29_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not

applicable MORT_ALL_0094_CT_AIRB_NO_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R30_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R31_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R32_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not

applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R33_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R34_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised

lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R35_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R36_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R37_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable

| Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R38_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R39_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not

applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R40_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R41_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R42_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R43_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R44_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R45_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R46_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R47_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R48_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 48 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R49_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 49 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 50 | Retail - No SME - Secured by real estate | Not applicable |

Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R50_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 50 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R51_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 51 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R52_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 52 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Retail - No SME - Secured

by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R53_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 53 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R54_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 54 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 55 | Retail - No SME

- Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R55_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 55 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R56_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 56 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 57 | Retail

- No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R57_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 57 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R58_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 58 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R59_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 59 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB

approach | HK | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R60_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 60 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R61_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 61 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries |

Advanced IRB approach | SK | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R62_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 62 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R63_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 63 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R64_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 64 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty

credit risk and free deliveries | Advanced IRB approach | GB | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R65_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 65 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R66_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 66 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R67_ALL | Mortgages non SME Non-defaulted | Credit risk,

Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R67_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 67 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R68_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 68 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R69_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 69 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R70_ALL | Mortgages

non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R70_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 70 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R71_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 71 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R72_ALL |

Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R72_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 72 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R73_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 73 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R74_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 74 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

MORT_ALL_0094_CT_AIRB_EE_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R75_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 75 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R76_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 76 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not

applicable MORT_ALL_0094_CT_AIRB_PT_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 79 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not

applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R80_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 80 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R81_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 81 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised

lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R82_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 82 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R83_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R84_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable

| Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R85_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R86_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not

applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R87_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R88_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R89_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R90_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R91_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R92_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R93_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R94_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R95_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R96_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Retail - No SME - Secured by real estate | Not applicable |

Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R97_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R98_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_R99_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable #N/A | | | | | | | | | | | | | | | | | | RSMS_ALL_0106_CT_AIRB_x0_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R01_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R02_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R03_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R04_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R05_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R06_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R07_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R08_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R09_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R10_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R11_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R12_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R13_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R14_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R15_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R22_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R23_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R24_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R25_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R26_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R27_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R28_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R29_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R30_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R31_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R32_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R33_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R34_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R35_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CH_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CN_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CY_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CZ_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DE_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_DK_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_EE_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_ES_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FI_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_FR_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GB_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_GR_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HK_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HR_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_HU_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IE_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IL_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_IT_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_JP_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_KR_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LT_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LU_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_LV_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_MT_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NL_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_NO_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PL_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_PT_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RO_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_RU_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SE_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SG_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SI_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_SK_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_TR_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_US_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x2_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_x0_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AT_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_AU_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BE_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BG_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_BR_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_ AIRB_CA_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R40_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R41_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R42_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R43_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R44_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R45_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R46_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R47_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R48_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 48 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R49_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 49 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R50_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 50 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R51_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 51 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R52_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 52 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R53_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 53 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R54_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 54 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R55_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 55 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R56_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 56 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R57_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 57 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R58_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 58 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R59_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 59 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R60_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 60 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R61_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 61 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R62_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 62 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R63_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 63 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R64_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 64 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R65_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 65 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R66_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 66 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R67_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 67 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R68_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 68 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R69_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 69 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R70_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 70 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R71_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 71 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R72_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 72 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R73_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 73 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R74_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 74 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R75_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 75 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R76_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 76 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R77_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R78_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R79_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 79 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R80_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 80 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R81_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 81 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R82_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 82 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R83_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R84_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R85_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R86_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R87_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R88_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R89_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R90_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R91_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R92_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R93_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R94_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R95_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R96_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R97_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R98_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_R99_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R01_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R02_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R03_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R04_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R05_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R06_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R07_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R08_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R09_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R10_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R11_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R12_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R13_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R14_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R15_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R16_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R17_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R18_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R19_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R20_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R21_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R22_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R23_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R24_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R25_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R26_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R27_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R28_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R29_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R30_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R31_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R32_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R33_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R34_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R35_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R36_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R37_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R38_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R39_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R40_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R41_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R42_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R43_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R44_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R45_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R46_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R47_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R48_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 48 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R49_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 49 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R50_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 50 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R51_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 51 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R52_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 52 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R53_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 53 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R54_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 54 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R55_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 55 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R56_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 56 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R57_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 57 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R58_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 58 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R59_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 59 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R60_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 60 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R61_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 61 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R62_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 62 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R63_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 63 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R64_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 64 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R65_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 65 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R66_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 66 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R67_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 67 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R68_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 68 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R69_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 69 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R70_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 70 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R71_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 71 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R72_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 72 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R73_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 73 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R74_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 74 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R75_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 75 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R76_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 76 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R77_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R78_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R79_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 79 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R80_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 80 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R81_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 81 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R82_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 82 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R83_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R84_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R85_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R86_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R87_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R88_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R89_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R90_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R91_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R92_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R93_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R94_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R95_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R96_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R97_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R98_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_R99_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R01_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R02_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Retail - No SME - Other | Not applicable |

Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R03_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R04_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R05_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and

free deliveries | Advanced IRB approach | BR | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R06_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R07_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R08_ALL |

Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R08_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R09_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R10_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not

applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R11_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R12_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and

free deliveries | Advanced IRB approach | RO | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R13_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R14_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R15_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not

applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R16_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R17_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries |

Advanced IRB approach | SK | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R18_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R19_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R20_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures

other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R21_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R22_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R23_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries |

Advanced IRB approach | AT | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R24_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R25_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised

lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R26_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R27_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R28_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach

| CA | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R29_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R30_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable

| Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R31_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R32_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R33_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Retail

- No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R34_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R35_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not

applicable RETO_ALL_0094_CT_AIRB_RU_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R36_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R37_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R38_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Retail - No SME - Other | Not

applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R39_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R40_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_TR_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R41_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R42_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R43_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Retail - No SME - Other | Not applicable

| Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R44_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R45_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R46_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_AU_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R47_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R48_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 48 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R49_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 49 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R50_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 50 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R51_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 51 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_CH_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R52_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 52 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R53_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 53 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R54_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 54 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R55_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 55 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R56_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 56 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_DK_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R57_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 57 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R58_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 58 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R59_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 59 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R60_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 60 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R61_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 61 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_GB_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R62_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 62 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R63_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 63 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R64_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 64 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R65_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 65 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R66_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 66 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_IE_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R67_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 67 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R68_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 68 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R69_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 69 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 70 | Retail - No SME - Other | Not applicable

| Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R70_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 70 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R71_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 71 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_LT_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R72_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 72 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R73_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 73 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R74_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 74 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 75 | Retail - No SME - Other | Not applicable

| Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R75_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 75 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R76_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 76 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_NO_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R77_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R78_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R79_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 79 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 80 | Retail - No SME - Other | Not applicable

| Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R80_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 80 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R81_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 81 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_SE_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R82_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 82 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R83_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R84_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Retail - No SME - Other | Not applicable

| Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R85_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R86_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_US_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R87_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R88_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R89_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Retail - No SME - Other | Not applicable

| Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R90_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R91_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R92_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_BE_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R93_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R94_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R95_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R96_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R97_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RETO_ALL_0094_CT_AIRB_CN_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R98_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_R99_ALL | Other retail non-SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Retail – Qualifying